| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
1,262.5 |
1,267.6 |
5.1 |
0.4% |
1,244.4 |
| High |
1,271.4 |
1,278.0 |
6.6 |
0.5% |
1,278.0 |
| Low |
1,258.1 |
1,265.3 |
7.2 |
0.6% |
1,236.5 |
| Close |
1,270.2 |
1,273.4 |
3.2 |
0.3% |
1,273.4 |
| Range |
13.3 |
12.7 |
-0.6 |
-4.5% |
41.5 |
| ATR |
17.6 |
17.3 |
-0.4 |
-2.0% |
0.0 |
| Volume |
381 |
397 |
16 |
4.2% |
2,600 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.3 |
1,304.6 |
1,280.4 |
|
| R3 |
1,297.6 |
1,291.9 |
1,276.9 |
|
| R2 |
1,284.9 |
1,284.9 |
1,275.7 |
|
| R1 |
1,279.2 |
1,279.2 |
1,274.6 |
1,282.1 |
| PP |
1,272.2 |
1,272.2 |
1,272.2 |
1,273.7 |
| S1 |
1,266.5 |
1,266.5 |
1,272.2 |
1,269.4 |
| S2 |
1,259.5 |
1,259.5 |
1,271.1 |
|
| S3 |
1,246.8 |
1,253.8 |
1,269.9 |
|
| S4 |
1,234.1 |
1,241.1 |
1,266.4 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,387.1 |
1,371.8 |
1,296.2 |
|
| R3 |
1,345.6 |
1,330.3 |
1,284.8 |
|
| R2 |
1,304.1 |
1,304.1 |
1,281.0 |
|
| R1 |
1,288.8 |
1,288.8 |
1,277.2 |
1,296.5 |
| PP |
1,262.6 |
1,262.6 |
1,262.6 |
1,266.5 |
| S1 |
1,247.3 |
1,247.3 |
1,269.6 |
1,255.0 |
| S2 |
1,221.1 |
1,221.1 |
1,265.8 |
|
| S3 |
1,179.6 |
1,205.8 |
1,262.0 |
|
| S4 |
1,138.1 |
1,164.3 |
1,250.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.0 |
1,236.5 |
41.5 |
3.3% |
11.7 |
0.9% |
89% |
True |
False |
520 |
| 10 |
1,278.0 |
1,199.0 |
79.0 |
6.2% |
15.4 |
1.2% |
94% |
True |
False |
7,873 |
| 20 |
1,290.4 |
1,199.0 |
91.4 |
7.2% |
16.3 |
1.3% |
81% |
False |
False |
117,668 |
| 40 |
1,306.0 |
1,199.0 |
107.0 |
8.4% |
18.0 |
1.4% |
70% |
False |
False |
158,636 |
| 60 |
1,306.0 |
1,199.0 |
107.0 |
8.4% |
18.3 |
1.4% |
70% |
False |
False |
146,954 |
| 80 |
1,306.0 |
1,199.0 |
107.0 |
8.4% |
20.2 |
1.6% |
70% |
False |
False |
114,672 |
| 100 |
1,306.0 |
1,089.2 |
216.8 |
17.0% |
20.2 |
1.6% |
85% |
False |
False |
93,107 |
| 120 |
1,306.0 |
1,052.0 |
254.0 |
19.9% |
19.1 |
1.5% |
87% |
False |
False |
78,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.0 |
|
2.618 |
1,311.2 |
|
1.618 |
1,298.5 |
|
1.000 |
1,290.7 |
|
0.618 |
1,285.8 |
|
HIGH |
1,278.0 |
|
0.618 |
1,273.1 |
|
0.500 |
1,271.7 |
|
0.382 |
1,270.2 |
|
LOW |
1,265.3 |
|
0.618 |
1,257.5 |
|
1.000 |
1,252.6 |
|
1.618 |
1,244.8 |
|
2.618 |
1,232.1 |
|
4.250 |
1,211.3 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,272.8 |
1,269.8 |
| PP |
1,272.2 |
1,266.2 |
| S1 |
1,271.7 |
1,262.7 |
|